CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 0.7189 0.7167 -0.0022 -0.3% 0.7104
High 0.7189 0.7167 -0.0022 -0.3% 0.7189
Low 0.7189 0.7167 -0.0022 -0.3% 0.7104
Close 0.7189 0.7167 -0.0022 -0.3% 0.7189
Range
ATR 0.0050 0.0048 -0.0002 -4.0% 0.0000
Volume
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7167 0.7167 0.7167
R3 0.7167 0.7167 0.7167
R2 0.7167 0.7167 0.7167
R1 0.7167 0.7167 0.7167 0.7167
PP 0.7167 0.7167 0.7167 0.7167
S1 0.7167 0.7167 0.7167 0.7167
S2 0.7167 0.7167 0.7167
S3 0.7167 0.7167 0.7167
S4 0.7167 0.7167 0.7167
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7416 0.7387 0.7236
R3 0.7331 0.7302 0.7212
R2 0.7246 0.7246 0.7205
R1 0.7217 0.7217 0.7197 0.7232
PP 0.7161 0.7161 0.7161 0.7168
S1 0.7132 0.7132 0.7181 0.7147
S2 0.7076 0.7076 0.7173
S3 0.6991 0.7047 0.7166
S4 0.6906 0.6962 0.7142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7189 0.7104 0.0085 1.2% 0.0000 0.0% 74% False False
10 0.7189 0.7024 0.0165 2.3% 0.0000 0.0% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.7167
2.618 0.7167
1.618 0.7167
1.000 0.7167
0.618 0.7167
HIGH 0.7167
0.618 0.7167
0.500 0.7167
0.382 0.7167
LOW 0.7167
0.618 0.7167
1.000 0.7167
1.618 0.7167
2.618 0.7167
4.250 0.7167
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 0.7167 0.7172
PP 0.7167 0.7170
S1 0.7167 0.7169

These figures are updated between 7pm and 10pm EST after a trading day.

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